+3,455.3%
MCD vs SUI
+4,037.5%
-582.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -2.8% | -2.8% | 0.0% | -2.1% |
| 30D | -6.0% | -1.2% | -4.8% | -5.8% |
| 3M | -5.6% | -1.7% | -3.8% | -5.2% |
| 6M | -21.9% | -10.5% | -11.4% | -19.7% |
| YTD | -14.7% | -1.8% | -12.9% | -14.4% |
| 1Y | -17.3% | -4.1% | -13.2% | -16.6% |
| 3Y | -2.2% | +11.3% | -13.4% | -6.3% |
| 5Y | +20.3% | -32.1% | +52.4% | +28.8% |
| 10Y | +180.7% | +110.4% | +70.3% | +127.7% |
| All | +3,455.3% | +4,037.5% | -582.2% | +1,528.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SUI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling